+204.4%
ABT vs RF
+334.9%
-130.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.2% | -1.4% | -2.4% |
| 7D | -3.1% | +2.7% | -5.8% | -3.6% |
| 30D | -2.1% | -3.4% | +1.2% | -1.5% |
| 3M | +17.4% | +6.4% | +11.1% | +16.0% |
| 6M | -2.4% | +13.4% | -15.8% | -4.8% |
| YTD | -14.2% | +14.2% | -28.5% | -16.6% |
| 1Y | -18.3% | +15.7% | -34.0% | -20.9% |
| 3Y | +11.5% | +91.3% | -79.8% | -3.9% |
| 5Y | -9.9% | +89.8% | -99.6% | -23.2% |
| 10Y | +204.4% | +336.7% | -132.3% | +99.4% |
| All | +204.4% | +334.9% | -130.6% | +99.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded RF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling